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Article

The Structure of the Class of Maximum Tsallis–Havrda–Chavát Entropy Copulas

1
Department of Statistics, University of Campinas, Rua Sérgio Buarque de Holanda, 651, Campinas, São Paulo 13083-859, Brazil
2
Department of Mathematical Sciences, Lewis & Clark College, 0615 SW Palatine Hill Rd., Portland, OR 97219, USA
*
Author to whom correspondence should be addressed.
Academic Editors: Julio Stern and Adriano Polpo
Entropy 2016, 18(7), 264; https://doi.org/10.3390/e18070264
Received: 21 May 2016 / Revised: 1 July 2016 / Accepted: 14 July 2016 / Published: 19 July 2016
(This article belongs to the Special Issue Statistical Significance and the Logic of Hypothesis Testing)
A maximum entropy copula is the copula associated with the joint distribution, with prescribed marginal distributions on [ 0 , 1 ] , which maximizes the Tsallis–Havrda–Chavát entropy with q = 2 . We find necessary and sufficient conditions for each maximum entropy copula to be a copula in the class introduced in Rodríguez-Lallena and Úbeda-Flores (2004), and we also show that each copula in that class is a maximum entropy copula. View Full-Text
Keywords: Tsallis–Havrda–Chavát entropy; Copula; Full Bayesian Significance Test Tsallis–Havrda–Chavát entropy; Copula; Full Bayesian Significance Test
MDPI and ACS Style

García, J.E.; González-López, V.A.; Nelsen, R.B. The Structure of the Class of Maximum Tsallis–Havrda–Chavát Entropy Copulas. Entropy 2016, 18, 264. https://doi.org/10.3390/e18070264

AMA Style

García JE, González-López VA, Nelsen RB. The Structure of the Class of Maximum Tsallis–Havrda–Chavát Entropy Copulas. Entropy. 2016; 18(7):264. https://doi.org/10.3390/e18070264

Chicago/Turabian Style

García, Jesús E., Verónica A. González-López, and Roger B. Nelsen 2016. "The Structure of the Class of Maximum Tsallis–Havrda–Chavát Entropy Copulas" Entropy 18, no. 7: 264. https://doi.org/10.3390/e18070264

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